A SERIES OF CLASS NOTES FOR 2005-2006 TO INTRODUCE LINEAR AND NONLINEAR PROBLEMS TO ENGINEERS, SCIENTISTS, AND APPLIED MATHEMATICIANS DE CLASS NOTES 1 A COLLECTION OF HANDOUTS ON FIRST ORDER ORDINARY DIFFERENTIAL EQUATIONS (ODE's) CHAPTER 1 Introduction To Differential Equations and Mathematical Modeling, and a Technique for Solving First Order Linear ODE’s 1. Introduction to Differential Equations and Mathematical Modeling 2. Useful Characteristics of ODE's 3. Technique for Solving First Order Linear ODE’s Using an Integrating Factor SR 1. Brief Historical Remarks on Differential Equations Ch. 1 Pg. 1 Handout #1 INTRODUCTION TO DIFFERENTIAL EQUATIONS Professor Moseley AND MATHEMATICAL MODELING Our objective is to not only to learn how to solve differential equations, but to also understand why we use the methods we choose. That is, we not only want to learn methods and be able to apply them to problems where we are told they work, but also to know what methods apply to what problems and to understand the theory behind the methods. We are motivated by the fact that differential equations are used as mathematical models of scientific and other phenomena, particularly systems that change with time and space. To understand differential equations, we begin by asking some fundamental questions: 1) What is a differential equation? 2) How are differential equations different from algebraic equations? 3) Where do differential equations come from? 4) What do we mean by a solution to a differential equation? 5) Can a differential equation have more than one solution? 6) How does one obtain solutions to differential equations? To answer these questions (and many others) completely will take time, particularly for the last one. However, a partial answer to most of them can be obtained by considering a simple example of an applied math problem with which you are familiar. Applied math problems are driven by a desire to get answers to specific questions in a given application area. For example: QUESTION: If a ball is thrown up with an initial velocity of 30 ft per second, when will it come down? What will its velocity be when it comes down? We use a five step procedure to solve any applied math or application problem: Steps in Solving an Applied Math Problem Step 1. Understand the required concepts from the application area where solution to a mathematical model will provide answers to the questions of interest. Step 2. Understand the required concepts from mathematics that are needed to develop and solve the mathematical model. Step 3. Use your mathematical knowledge and your knowledge of the application area to develop a mathematical model at an appropriate level of generality. Step 4. Use your mathematical knowledge to solve the mathematical model. Step 5. Interpret your results. This includes applying the specific data that originally motivated the development of the model and answering the specific questions originally asked. To answer the specific questions originally asked requires all five steps, but to (partially) answer our questions about ODE’s requires only the first three. Answers to the application questions asked must wait until Chapter (1-)5. Ch. 1 Pg. 2 APPLICATION ONE DIMENSIONAL MOTION OF A POINT MASS Application Areas include Physics and Mechanical Engineering. Step 1: UNDERSTAND THE CONCEPTS IN THE APPLICATION AREA. This step begins with a description of the phenomenon to be modeled, including the concepts involved and the “laws” it must follow. For one-dimensional motion we need the following concepts: 1) Time, 2) Point mass or particle, 3) Position, Velocity, and Acceleration in one dimensional space, and 4) Force in one dimensional space. Now consider the following physical laws for the motion of a point particle. PHYSICAL LAW#1. (Newton’s Second Law of Motion) At any given time, the net force (magnitude and direction) on a particle (point mass) is equal to its mass times its acceleration. (F = MA). PHYSICAL LAW#2. (Force of Gravity) The magnitude of the force of gravity on a point mass equals its mass times a constant (which we denote by g). Its direction is towards the center of the earth. It is assumed that you have been exposed to these concepts, these laws, and indeed, to the model we will develop. Physical laws are referred to as theoretical if they are simply assumed as a foundation for a general theory, much as axioms in mathematics are assumed (without proof). They are referred to as empirical if they are found to describe particular experimental data (without worrying about how they might fit into or be derived from any general theory). Both of these laws could be described as either theoretical or empirical. However, since Newtonian Mechanics can be used to predict virtually all macroscopic experimental results on earth, it is thought of as theoretical and is used as a starting point for deriving many physical models in science and engineering. However, it is just an approximation of the more general (and more complicated) relativity theory which also works at speeds close to the speed of light. Similarly, the (earthly) gravitational law for “small” objects on the surface of the earth approximates the General Gravitation Law which can be applied to describe the motion of planets. Step 2: UNDERSTAND THE REQUIRED CONCEPTS IN MATHEMATICS. The required mathematics for all of the mathematical models developed in this course is as follows: 1. High School Algebra, including the solution of algebraic equations and inequalities, 2. Calculus including computation of derivatives, antiderivatives, and definite integrals, 3. Solution techniques for differential equations developed in this course, and 4. Concepts from Linear Algebra including solution of a system of linear algebraic equations. (Before we use linear theory, we will review it in Part 2 of these notes.) Step 3. DEVELOP THE MATHEMATICAL MODEL. To develop a model for the one dimensional motion of a ball, we make three assumptions Ch. 1 Pg. 3 ASSUMPTION #1: The ball can be modeled as a particle or point mass. (We are only interested in the longitudinal motion and not the rotational motion of the ball. This helps simplify the model.) ASSUMPTION #2: The ball is constrained to move in one direction, namely up and down. For this problem, we assume up is positive. The particle has one degree of physical motion. However, as we shall see later, there are two state variables so that the model actually has two degrees of freedom. (We learn later that the state space for the model is two dimensional.) ASSUMPTION #3: Air resistence is negligible and we assume that the only force acting is gravity. Next we list the variables and parameters used in our model (we may add to the list as the model is developed) and draw a sketch to help visualize the process. Nomenclature: = the acceleration of the particle. = the velocity of the particle (state variable #2) mass * * ) x = the position of the particle (state variable #1) F Fg = mg t = time. * m = the mass of the particle. * F = the force of the particle (in the x direction). *___ground level g = acceleration due to gravity x = 0 Fg = the force of gravity We set up a coordinate system where the positive direction for x is up with x = 0 being at ground level. Since the only force acting on the particle is the force due to gravity then ! F = Fg = mg. (1) The minus sign is required since we have selected up as the positive x direction and gravity acts in the downward direction (force is a vector quantity even though we are considering only one dimensional motion). Hence, if the velocity is positive, this means that the particle is moving up. If the velocity is negative, the particle is traveling down. If we had selected down as the positive direction, then the model would be different mathematically by a minus sign. Then Step 4: SOLUTION OF THE MATHEMATICAL MODEL would yield different mathematical formulas for the position and velocity of the particle. However, the particle behaves the same for both models. The mathematical descriptions are just different. That is, Step 5: INTERPRETATION OF THE MATHEMATICAL RESULTS will yield the same physical results, even though different mathematical functions would be used to describe the Ch. 1 Pg. 4 physical behavior. Here g is the acceleration due to gravity with magnitude, 32 ft/sec2 in English units. However, g is easier to write and we leave open the option to use metric units. To develop the mathematical model we use the physical laws we have cited and the ! notation we have developed. Putting F = ma or m a = F and F = Fg = mg together we obtain m = ! m g or = ! g . (2) With more or different forces acting, the Ordinary Differential Equation (ODE, since it involves only derivatives with respect to one independent variable, namely time t) is given by m = F(t, x, ) = sum of all forces acting on the particle (3) which can be much more complicated and more difficult to solve. (Can you see why?) In order to uniquely determine the path of the particle and complete the mathematical model, we must also specify the particle's initial position, say x(0) = x0, and initial velocity, say (0) = v0. (We need initial values for both of our state variables.) Hence our mathematical model for the particle acted on only by gravity is given by the Initial Value Problem (IVP): ODE = !g (4) IVP IC’s x(0) = x0, (0) = v0. (5) The usual strategy for solving an IVP is to first find all solutions of the ODE. There will be an infinite number of solutions involving one or more arbitrary (integration) constants.